On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains

DOI10.1016/J.SPL.2020.108730MaRDI QIDQ2307410zbMATH OpenOpenAlexFDO

Authors K. M. Kiseleva, Alexander I. Zejfman, Ya. A. Satin

Publication date 27 March 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.10507

zbMATH Keywords

continuous-time Markov chainsinhomogeneous Markov chainsqueueing modelsrate of convergenceregular structuresharp upper bounds

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Abstract: We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of convergence for such class of Markov chains.

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Cited in

(7)

• Some functional inequalities and the rate of convergence of Markov chains to the boundary
• Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
• Retraction note: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains
• Rates of convergence of stochastically monotone and continuous time Markov models
• On improved bounds and conditions for the convergence of Markov chains
• Stein's method for ergodic rates of stochastically monotone Markov chains
• Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains

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